ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	489.8	485.9	-3.9	-0.8%	532.7
High	489.8	491.1	1.3	0.3%	554.2
Low	489.8	482.4	-7.4	-1.5%	494.9
Close	493.7	478.4	-15.3	-3.1%	508.3
Range	0.0	8.7	8.7		59.3
ATR	20.2	19.5	-0.6	-3.1%	0.0
Volume	0	1	1		31

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	510.0	503.0	483.3
R3	501.3	494.3	480.8
R2	492.8	492.8	480.0
R1	485.5	485.5	479.3	484.8
PP	484.0	484.0	484.0	483.5
S1	476.8	476.8	477.5	476.0
S2	475.3	475.3	476.8
S3	466.5	468.3	476.0
S4	457.8	459.5	473.5

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	697.0	662.0	541.0
R3	637.8	602.8	524.5
R2	578.5	578.5	519.3
R1	543.3	543.3	513.8	531.3
PP	519.3	519.3	519.3	513.0
S1	484.0	484.0	502.8	472.0
S2	459.8	459.8	497.5
S3	400.5	424.8	492.0
S4	341.3	365.5	475.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	528.4	482.4	46.0	9.6%	2.3	0.5%	-9%	False	True	3
10	554.2	478.2	76.0	15.9%	8.8	1.8%	0%	False	False	5
20	554.2	439.1	115.1	24.1%	6.5	1.3%	34%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	528.0
2.618	514.0
1.618	505.3
1.000	499.8
0.618	496.5
HIGH	491.0
0.618	487.8
0.500	486.8
0.382	485.8
LOW	482.5
0.618	477.0
1.000	473.8
1.618	468.3
2.618	459.5
4.250	445.5

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	486.8	489.8
PP	484.0	486.0
S1	481.3	482.3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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